Completeness of a General Semimartingale Market under Constrained Trading

Tomasz R. Bielecki (), Monique Jeanblanc° () and Marek Rutkowski ()
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Tomasz R. Bielecki: Illinois Institute of Technology, Department of Applied Mathematics
Monique Jeanblanc°: Université d’Évry Val d’Essonne, Département de Mathématiques
Marek Rutkowski: University of New South Wales, School of Mathematics

Chapter 3 in Stochastic Finance, 2006, pp 83-106 from Springer

Keywords: Trading Strategy; Relative Price; Contingent Claim; Martingale Measure; Wealth Process (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/0-387-28359-5_3

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